+196.0%
ZETA vs CAI
-11.3%
+207.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -1.0% |
| 7D | +26.5% | -8.0% | +34.4% | +27.7% |
| 30D | +10.3% | -18.9% | +29.1% | +13.3% |
| 3M | +30.5% | +7.6% | +22.9% | +28.6% |
| 6M | +129.4% | +43.0% | +86.4% | +115.9% |
| YTD | +83.1% | -11.2% | +94.3% | +74.6% |
| 1Y | +82.1% | -3.3% | +85.3% | +75.1% |
| All | +196.0% | -11.3% | +207.3% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling